cat /proc/claus

While my official graduation estimate is October 2010 (15 months from now), I have been recently informed that I actually have to finish the most important parts of my thesis by January (7 months from now). This news fell on me like a sack of bricks, with the newfound realization that I have to seriously step up my research efforts (I can only hope this also means that I get a more relaxed pace after January).

This is as great a time as ever to get stumped in my research. I just reached a snag that I have been trying to think my way out of the whole week, without much success. Here is the story:

So far, I have developed a novel computational method to the “Portfolio Optimization Problem”, which is financial problem, and also a specific subclass of the Parameter Optimization Problem. Now, my method has achieved results which are much better than anything currently out there, and I managed to produce quite a few good publications from these experiments. But that can only go so far.

The next step would either be to focus myself more on the Portfolio Optimization Problem, or to try and generalize my method to a broader category of Parameter Optimization Problems. The first, while a worthwhile area of research, is not exactly what I find myself doing for the rest of my life - the financial market does not attract that much of my interest. If I were to follow this, I would have to study economy to a degree I don’t really think I’m willing to put up with.

The second option is more the kind of thing that I want: Theoretical research. If I can modify my algorithm to solve a wider variety of problems efficiently, I can maybe learn something about the nature of this category of problems, or of algorithms like mine, and talk about that. This kind of general, theoretic research which makes my brain jog and exercise is what I really like to think of myself as doing. So I’m trying to follow the second path.

Problem is, it seems that my method has its good results because it is REALLY fine tuned to the specific characteristics of the Portfolio Optimization Problem. I’m trying as hard as I can to generalize the algorithms to problems that don’t share some/all of those characteristics/restrictions, and although I had a few good ideas, all methods I have come up with so far have been too complicated and inelegant. Normally, I could just try to scrape this method completely and try anew, but the fact that I have only 7 months to prepare and write my thesis, and that I already have 21 months of work in my previous method that I should be using on it makes this alternative not very attractive.

So either I come up with some great idea in the next two weeks or so, or I’ll gave to go down the first path, at least for my phd, and hope I can turn around in time to do some work I like in my post-doc/profession.

At times like this I would like to still have my old professors, LM and Wainer, with whom I could sit a whole hour, bouncing ideas back and forth. Well, I have a lab meeting next Tuesday, where I am suppose to present my research progress… That will have to do. Hopefully I can come up with enough silly ideas until them so that I’ll be able to spark a brainstorm session during the meeting.

(I know I have been deliberately vague with the details of my work - this is what you have when you’re in the academic world with a paper down the pipeline. Mail me if you are interested in details.)

This entry was posted on Thursday, June 11th, 2009 at 1:36 am and is filed under research, Personal. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.